+2,798.6%
AVGO vs DPZ
+134.3%
+2,664.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.2% |
| 7D | +25.0% | -2.5% | +27.4% | +25.7% |
| 30D | +2.0% | +12.5% | -10.6% | -1.1% |
| 3M | -12.3% | -5.2% | -7.1% | -11.6% |
| 6M | -12.8% | +8.8% | -21.6% | -15.9% |
| YTD | +5.9% | -18.7% | +24.5% | +10.1% |
| 1Y | +3.3% | -15.7% | +19.0% | +6.1% |
| 3Y | +293.1% | -7.5% | +300.6% | +282.9% |
| 5Y | +606.7% | -30.1% | +636.8% | +636.9% |
| All | +2,798.6% | +134.3% | +2,664.4% | +2,070.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling